Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48112.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46717.68 Kr¶

PnL: ---------------------------------------> -170.89 Kr¶

DD now: ---------------------------------> -1.064 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:10:11.892482'

Anic Portfolio¶

Today¶

Return: 0.84 %¶

This Week¶

Return: 1.218 %¶

Total¶

Return: 57.508 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 0.840000 3130.400000 159.400000 5.370000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.460000 436.000000 81.000000 22.820000 355.000000
Corem Property Group B 59 -0.710000 657.850000 80.850000 14.010000 576.999999
Boozt 12 0.280000 1711.200000 57.200000 3.460000 1653.999996
HMS Networks 2 1.390000 729.600000 56.600000 8.410000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
SAAB B 8 0.640000 3416.000000 39.000000 1.150000 3377.000000
OEM International B 7 1.130000 562.100000 34.100000 6.460000 527.999997
Intrum 4 1.650000 555.200000 28.200000 5.350000 527.000000
Norva24 Group 16 4.070000 564.160000 21.160000 3.900000 543.000000
Coor Service Management Hold. 8 1.020000 552.400000 20.400000 3.830000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
AcadeMedia 12 2.010000 571.920000 14.920000 2.680000 557.000004
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
Resurs Holding 22 0.610000 582.120000 8.120000 1.410000 573.999998
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 0.840000 574.200000 4.200000 0.740000 570.000000
Swedbank A 3 1.560000 567.750000 3.750000 0.660000 564.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Nordea Bank Abp 29 0.050000 3451.000000 -3.000000 -0.090000 3453.999992
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
CTEK 13 1.140000 528.840000 -5.160000 -0.970000 533.999999
Midsona B 63 -1.400000 575.190000 -7.810000 -1.340000 582.999984
International Petroleum Corp. 5 2.300000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.190000 1531.800000 -132.200000 -7.940000 1663.999992
Axfood 13 0.980000 3623.100000 -132.900000 -3.540000 3756.000001
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46702.760000 -185.810000 -1.09445% 46888.564618

Updated:¶

'2023-01-18 15:09:25.799071'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶